ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-09 |
121-08 |
0-31 |
0.8% |
119-12 |
| High |
121-17 |
121-23 |
0-06 |
0.2% |
120-27 |
| Low |
119-24 |
120-23 |
0-31 |
0.8% |
117-24 |
| Close |
121-07 |
121-08 |
0-01 |
0.0% |
119-31 |
| Range |
1-25 |
1-00 |
-0-25 |
-43.9% |
3-03 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
450,550 |
335,115 |
-115,435 |
-25.6% |
1,273,314 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
123-24 |
121-26 |
|
| R3 |
123-07 |
122-24 |
121-17 |
|
| R2 |
122-07 |
122-07 |
121-14 |
|
| R1 |
121-24 |
121-24 |
121-11 |
121-24 |
| PP |
121-07 |
121-07 |
121-07 |
121-08 |
| S1 |
120-24 |
120-24 |
121-05 |
120-24 |
| S2 |
120-07 |
120-07 |
121-02 |
|
| S3 |
119-07 |
119-24 |
120-31 |
|
| S4 |
118-07 |
118-24 |
120-22 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-15 |
121-21 |
|
| R3 |
125-23 |
124-12 |
120-26 |
|
| R2 |
122-20 |
122-20 |
120-17 |
|
| R1 |
121-09 |
121-09 |
120-08 |
121-30 |
| PP |
119-17 |
119-17 |
119-17 |
119-27 |
| S1 |
118-06 |
118-06 |
119-22 |
118-28 |
| S2 |
116-14 |
116-14 |
119-13 |
|
| S3 |
113-11 |
115-03 |
119-04 |
|
| S4 |
110-08 |
112-00 |
118-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-23 |
119-12 |
2-11 |
1.9% |
1-04 |
0.9% |
80% |
True |
False |
444,559 |
| 10 |
121-23 |
117-24 |
3-31 |
3.3% |
1-08 |
1.0% |
88% |
True |
False |
264,749 |
| 20 |
123-23 |
117-24 |
5-31 |
4.9% |
1-12 |
1.1% |
59% |
False |
False |
136,444 |
| 40 |
128-00 |
117-24 |
10-08 |
8.5% |
1-09 |
1.1% |
34% |
False |
False |
68,516 |
| 60 |
128-27 |
117-24 |
11-03 |
9.1% |
1-03 |
0.9% |
32% |
False |
False |
45,679 |
| 80 |
132-08 |
117-24 |
14-16 |
12.0% |
0-29 |
0.7% |
24% |
False |
False |
34,259 |
| 100 |
132-28 |
117-24 |
15-04 |
12.5% |
0-23 |
0.6% |
23% |
False |
False |
27,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-31 |
|
2.618 |
124-11 |
|
1.618 |
123-11 |
|
1.000 |
122-23 |
|
0.618 |
122-11 |
|
HIGH |
121-23 |
|
0.618 |
121-11 |
|
0.500 |
121-07 |
|
0.382 |
121-03 |
|
LOW |
120-23 |
|
0.618 |
120-03 |
|
1.000 |
119-23 |
|
1.618 |
119-03 |
|
2.618 |
118-03 |
|
4.250 |
116-15 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-08 |
121-02 |
| PP |
121-07 |
120-29 |
| S1 |
121-07 |
120-24 |
|